+248.8%
EQIX vs D
+34.1%
+214.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +1.0% |
| 7D | +2.3% | -0.4% | +2.8% | +2.5% |
| 30D | +0.4% | -2.1% | +2.5% | +1.4% |
| 3M | -1.1% | -0.7% | -0.4% | -0.9% |
| 6M | +11.5% | +5.6% | +5.9% | +7.8% |
| YTD | +38.2% | +14.6% | +23.7% | +28.2% |
| 1Y | +36.7% | +15.3% | +21.3% | +26.1% |
| 3Y | +44.1% | +59.1% | -15.0% | +9.6% |
| 5Y | +34.8% | +3.9% | +30.9% | +28.9% |
| 10Y | +248.8% | +38.5% | +210.3% | +174.1% |
| All | +248.8% | +34.1% | +214.7% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling